# Two-Player Zero-Sum Games with Bandit Feedback

arXiv: https://arxiv.org/abs/2506.14518 · HTML: https://mlsanity.com/paper/2506.14518/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 10 of its 38 references that are in the map.
- First posted on arXiv 17 Jun 2025.

## Builds on (most cited first, 10 of 10)

- [Explore no more: Improved high-probability regret bounds for non-stochastic bandits](https://mlsanity.com/paper/1506.03271/) (2015)
- [On Explore-Then-Commit Strategies](https://mlsanity.com/paper/1605.08988/) (2016)
- [On Finding Local Nash Equilibria (and Only Local Nash Equilibria) in Zero-Sum Games](https://mlsanity.com/paper/1901.00838/) (2019)
- [Uncoupled and Convergent Learning in Two-Player Zero-Sum Markov Games with Bandit Feedback](https://mlsanity.com/paper/2303.02738/) (2023)
- [Matrix games with bandit feedback](https://mlsanity.com/paper/2006.05145/) (2020)
- [Instance-Dependent Regret Bounds for Learning Two-Player Zero-Sum Games with Bandit Feedback](https://mlsanity.com/paper/2502.17625/) (2025)
- [On the Limitations and Possibilities of Nash Regret Minimization in Zero-Sum Matrix Games under Noisy Feedback](https://mlsanity.com/paper/2306.13233/) (2023)
- [Instance-dependent Sample Complexity Bounds for Zero-sum Matrix Games](https://mlsanity.com/paper/2303.10565/) (2023)
- [Near-Optimal Pure Exploration in Matrix Games: A Generalization of Stochastic Bandits & Dueling Bandits](https://mlsanity.com/paper/2310.16252/) (2023)
- [Risk-Averse Explore-Then-Commit Algorithms for Finite-Time Bandits](https://mlsanity.com/paper/1904.13387/) (2019)

## Built on by (most cited first, 1 of 1)

- [Fairness in two-player zero-sum games with bandit feedback](https://mlsanity.com/paper/2606.01159/) (2026)

## Abstract (arXiv)

We study a two-player zero-sum game in which the row player aims to maximize their payoff against a competing column player, under an unknown payoff matrix estimated through bandit feedback. We propose three algorithms based on the Explore-Then-Commit (ETC) and action pair elimination frameworks. The first adapts it to zero-sum games, the second incorporates adaptive elimination that leverages the varepsilon-Nash Equilibrium property to efficiently select the optimal action pair, and the third extends the elimination algorithm by employing non-uniform exploration. Our objective is to demonstrate the applicability of ETC and action pair elimination algorithms in a zero-sum game setting by focusing on learning pure strategy Nash Equilibria. A key contribution of our work is a derivation of instance-dependent upper bounds on the expected regret of our proposed algorithms, which has received limited attention in the literature on zero-sum games. Particularly, after T rounds, we achieve an instance-dependent regret upper bounds of O(Delta + √T) for ETC in zero-sum game setting and Oleft(fraclog (T Delta2)Deltaright) for the adaptive elimination algorithm and its variant with non-uniform exploration, where Delta denotes the suboptimality gap. Therefore, our results indicate that the ETC and action pair elimination algorithms perform effectively in zero-sum game settings, achieving regret bounds comparable to existing methods while providing insight through instance-dependent analysis.
